for a generic covariance \(\Sigma \) , where \(\langle \cdot ,\cdot \rangle \)  is the standard Euclidean dot product, and the symbol \(^*\)  represents the adjoint operation. Note that the formulation in equation (REF ) is an alternative — but equivalent! — derivation of WRI [1]}. An evident computational hurdle, here, is the need for inverting the perturbed data covariance \(\widetilde{\Sigma }_{\mathrm {d}}\) .
